Pages that link to "Item:Q476746"

The following pages link to Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746):

Displaying 7 items.

• On the singularity of least squares estimator for mean-reverting \(\alpha\)-stable motions (Q979450) (← links)
• Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions (Q1951162) (← links)
• Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion (Q2392826) (← links)
• Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
• Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)